Publication: Differential continuation for regular optimal control problems
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Differential continuation for regular optimal control problems

- Article in a journal -
 

Area
Optimal Control

Author(s)
J. -B. Caillau , O. Cots , J. Gergaud

Published in
Optimization Methods and Software

Year
2012

Abstract
Regular control problems in the sense of the Legendre condition are defined, and second-order necessary and sufficient optimality conditions in this class are reviewed. Adding a scalar homotopy parameter, differential pathfollowing is introduced. The previous sufficient conditions ensure the definiteness and regularity of the path. The role of ad for the implementation of this approach is discussed, and two examples excerpted from quantum and space mechanics are detailed.

BibTeX
@ARTICLE{
         Caillau2012Dcf,
       author = "Caillau, J.-B. and Cots, O. and Gergaud, J.",
       title = "Differential continuation for regular optimal control problems",
       journal = "Optimization Methods and Software",
       volume = "27",
       number = "2",
       pages = "177--196",
       year = "2012",
       doi = "10.1080/10556788.2011.593625",
       url = "http://www.tandfonline.com/doi/abs/10.1080/10556788.2011.593625",
       eprint = "http://www.tandfonline.com/doi/pdf/10.1080/10556788.2011.593625",
       abstract = "{ Regular control problems in the sense of the Legendre condition are defined, and
         second-order necessary and sufficient optimality conditions in this class are reviewed. Adding a
         scalar homotopy parameter, differential pathfollowing is introduced. The previous sufficient
         conditions ensure the definiteness and regularity of the path. The role of AD for the implementation
         of this approach is discussed, and two examples excerpted from quantum and space mechanics are
         detailed. }",
       ad_area = "Optimal Control"
}


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